+355.1%
AEM vs ATI
+1,154.1%
-799.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -2.1% | -5.6% | +3.5% | -1.7% |
| 30D | +8.4% | -13.7% | +22.2% | +9.6% |
| 3M | +27.3% | -0.4% | +27.7% | +27.2% |
| 6M | -9.7% | +26.2% | -35.9% | -11.3% |
| YTD | +19.0% | +73.2% | -54.3% | +14.7% |
| 1Y | +31.5% | +161.6% | -130.1% | +23.9% |
| 3Y | +338.7% | +346.2% | -7.5% | +297.5% |
| 5Y | +307.4% | +1,047.6% | -740.2% | +254.9% |
| All | +355.1% | +1,154.1% | -799.0% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling